Essays about: "Hedge Fund"

Showing result 1 - 5 of 80 essays containing the words Hedge Fund.

1. 1. A valuation of Swedish hedge fund performance

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Elis Grönqvist; Johan Wennerström; [2023-02-09]
   Keywords : ;

   Abstract : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. READ MORE

3. 2. Rational Exuberance: Hedge fund trading strategy in bubbles

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jacob Gren; Elin Söderlund; [2022]
   Keywords : Hedge Funds; Stock Bubbles; Positive Feedback Strategy; Mispriced Securities;

   Abstract : This paper examines hedge fund trading strategy in seven bubbles and concludes that hedge funds apply different strategies for different bubbles. We analyze hedge funds' long positions in bubble stocks. Further, we run a regression to account for any short positions. READ MORE

4. 3. Explaining the dynamics of exchange rate volatility

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jacob Tjerneld; Hampus Lööw; [2022]
   Keywords : Exchange Rates; Volatility; GARCH; Heteroskedasticity; Time Series Analysis.; Business and Economics;

   Abstract : This research examines the volatility of the Swedish krona in regards to the Euro and US-dollar exchange rate, using both daily and monthly data ranging from the beginning of 2000 until 2022. Using this time span allows us to update previous literature on exchange rate volatility, and also incorporates recent economic events such as the great financial crisis of 2008, the 2020 covid-pandemic and the geopolitical uncertainty in Europe following Russia's invasion of Ukraine. READ MORE

5. 4. Owning The Wave: Equity Ownership Structures and OMX-Stock Returns During the Covid-19 Crisis

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Robin Caminger; Edvin Nilsson; [2022]
   Keywords : Equity ownership structures; Blockholders; Ownership Concentration; Equity Identity;

   Abstract : This paper examines if Swedish equity ownership structures provided corporate immunity to the Covid-19 crisis. Our paper shows that it is the joint effect of ownership concentration and equity identity that is an important determinant of firm value during an economic crisis. READ MORE

6. 5. Establishing the nature of Bitcoin : A DCC-GARCH analysis

   University essay from Umeå universitet/Företagsekonomi

   Author : Amanda Ekstrand; Mateusz Musial; [2022]
   Keywords : ;

   Abstract : Since its start in 2008 up until the date of this study, Bitcoin has steadily gained considerablyin popularity. However, the digital cryptocurrency still seems to be surrounded by asubstantial amount of mystery as to whether it deserves a spot in anyone's portfolio. READ MORE